Arunabha Bagchi

According to our database, Arunabha Bagchi authored at least 34 papers between 1975 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2016

Labeling uncertainty in multitarget tracking.

Edson Hiroshi Aoki, Pranab Kumar Mandal, Lennart Svensson, Yvo Boers, Arunabha Bagchi

IEEE Trans. Aerosp. Electron. Syst., 2016

2014

Adaptive Filtering in Electricity Spot Price Models.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the ICINCO 2014 - Proceedings of the 11th International Conference on Informatics in Control, Automation and Robotics, Volume 1, Vienna, Austria, 1, 2014

2013

Particle Based Smoothed Marginal MAP Estimation for General State Space Models.

Saikat Saha, Pranab Kumar Mandal, Arunabha Bagchi, Yvo Boers, Johannes N. Driessen

IEEE Trans. Signal Process., 2013

Adaptive Filtering for Stochastic Volatility by using Exact Sampling.

Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha

Proceedings of the ICINCO 2013 - Proceedings of the 10th International Conference on Informatics in Control, Automation and Robotics, Volume 1, Reykjavík, Iceland, 29, 2013

Multitarget tracking with IP reversible jump MCMC-PF.

Melanie Bocquel, Hans Driessen, Arunabha Bagchi

Proceedings of the 16th International Conference on Information Fusion, 2013

2012

Identification of bates stochastic volatility model by using non-central chi-square random generation method.

Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

Multitarget tracking with Interacting Population-based MCMC-PF.

Melanie Bocquel, Hans Driessen, Arunabha Bagchi

Proceedings of the 15th International Conference on Information Fusion, 2012

The Rao-Blackwellized marginal M-SMC filter for Bayesian multi-target tracking and labelling.

Edson Hiroshi Aoki, Yvo Boers, Lennart Svensson, Pranab Kumar Mandal, Arunabha Bagchi

Proceedings of the 15th International Conference on Information Fusion, 2012

SMC methods to avoid self-resolving for online Bayesian parameter estimation.

Edson Hiroshi Aoki, Yvo Boers, Pranab Kumar Mandal, Arunabha Bagchi

Proceedings of the 15th International Conference on Information Fusion, 2012

Filtering and identification of stochastic diffusion systems with unknown boundary conditions.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011

A theoretical look at information-driven sensor management criteria.

Edson Hiroshi Aoki, Arunabha Bagchi, Pranab Kumar Mandal, Yvo Boers

Proceedings of the 14th International Conference on Information Fusion, 2011

2010

Particle filter based entropy.

Yvo Boers, Hans Driessen, Arunabha Bagchi, Pranab Kumar Mandal

Proceedings of the 13th Conference on Information Fusion, 2010

2009

Reduced-dimension linear transform coding of distributed correlated signals with incomplete observations.

Hendra I. Nurdin, Ravi R. Mazumdar, Arunabha Bagchi

IEEE Trans. Inf. Theory, 2009

Gaussian proposal density using moment matching in SMC methods.

Saikat Saha, Pranab Kumar Mandal, Yvo Boers, Hans Driessen, Arunabha Bagchi

Stat. Comput., 2009

Particle based MAP state estimation: A comparison.

Saikat Saha, Yvo Boers, Hans Driessen, Pranab Kumar Mandal, Arunabha Bagchi

Proceedings of the 12th International Conference on Information Fusion, 2009

Point estimation for jump Markov systems: Various MAP estimators.

Yvo Boers, Hans Driessen, Arunabha Bagchi

Proceedings of the 12th International Conference on Information Fusion, 2009

2008

A new approach to particle based smoothed marginal MAP.

Saikat Saha, P. K. Mandal, Arunabha Bagchi

Proceedings of the 2008 16th European Signal Processing Conference, 2008

2006

On the solutions of the rational covariance extension problem corresponding to pseudopolynomials having boundary zeros.

Hendra I. Nurdin, Arunabha Bagchi

IEEE Trans. Autom. Control., 2006

2005

Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the System Modeling and Optimization, 2005

Filtering and Identification of Interest Rate Model with Stochastic Volatility.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2003

Modeling Stochastic Hybrid Systems.

Mrinal K. Ghosh, Arunabha Bagchi

Proceedings of the System Modeling and Optimization, 2003

2001

Robust nonlinear filtering of stochastic volatility in finance.

Shin Ichi Aihara, Arunabha Bagchi

Proceedings of the 6th European Control Conference, 2001

1999

A representation result for nonlinear filter maps in a white noise framework.

Ravi R. Mazumdar, Arunabha Bagchi

IEEE Trans. Autom. Control., 1999

On the Mortensen equation for maximum likelihood state estimation.

Shin Ichi Aihara, Arunabha Bagchi

IEEE Trans. Autom. Control., 1999

1995

On the relation between filter maps and correction factors in likelihood ratios.

Ravi Mazumdar, Arunabha Bagchi

IEEE Trans. Inf. Theory, 1995

Reciprocal processes on a tree-modeling and estimation issues.

Robert W. Dijkerman, Ravi R. Mazumdar, Arunabha Bagchi

IEEE Trans. Autom. Control., 1995

1994

Parameter identification in tidal models with uncertain boundaries.

Arunabha Bagchi, Paul Ten Brummelhuis

Autom., 1994

1993

Modeling and feedback control of a flexible arm of a robot for prescribed frequency-domain tolerances.

Matei Kelemen, Arunabha Bagchi

Autom., 1993

1991

Krein factorization of covariance operators of 2-parameter random fields and application to the likelihood ratio.

Rob Luesink, Arunabha Bagchi

IEEE Trans. Inf. Theory, 1991

1989

Stochastic differential systems - Analysis and filtering: V. S. Pugachev and I. N. Sinitsyn.

Arunabha Bagchi

Autom., 1989

1985

Probability theory an d mathematical statistics: V. S. Pugachev.

Arunabha Bagchi

Autom., 1985

1984

Research survey.

Arunabha Bagchi

Autom., 1984

1976

A new martingale approach to Kalman Filtering.

Arunabha Bagchi

Inf. Sci., 1976

1975

Continuous time systems identification with unknown noise covariance.

Arunabha Bagchi

Autom., 1975